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refactor: include HA_Tools

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Toh4iem9
2025-08-12 12:09:53 +02:00
parent d00a3cd4b2
commit 52fcbc0510
1 changed files with 47 additions and 70 deletions
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Indicators/MyIndicators/RSI_HeikenAshi.mq5
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@@ -1,14 +1,19 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RSI_HeikenAshi.mq5 | //| RSI_HeikenAshi.mq5 |
//| Copyright 2024, Your Name (Based on MetaQuotes RSI) | //| Copyright 2025, xxxxxxxx (Based on MetaQuotes RSI) |
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2024, Your Name" #property copyright "Copyright 2025, xxxxxxxx"
#property link "" #property link ""
#property version "1.00" #property version "2.00" // Refactored to use HA_Tools.mqh
#property description "RSI calculated on Heiken Ashi Close prices, with a Moving Average." #property description "RSI on Heiken Ashi prices, with a Moving Average."
//--- Indicator settings // --- Standard Includes ---
#include <MovingAverages.mqh>
// --- Custom Toolkit Includes ---
#include <MyIncludes\HA_Tools.mqh>
//--- Indicator Window and Level Properties ---
#property indicator_separate_window #property indicator_separate_window
#property indicator_minimum 0 #property indicator_minimum 0
#property indicator_maximum 100 #property indicator_maximum 100
@@ -16,9 +21,9 @@
#property indicator_level2 50.0 #property indicator_level2 50.0
#property indicator_level3 70.0 #property indicator_level3 70.0
//--- Buffers and Plots //--- Buffers and Plots ---
#property indicator_buffers 5 // HA_RSI_MA, HA_RSI, Pos, Neg, HA_Close (all calculations) #property indicator_buffers 4 // HA_RSI_MA, HA_RSI, Pos, Neg
#property indicator_plots 2 // We only plot HA_RSI_MA and HA_RSI #property indicator_plots 2
//--- Plot 1: RSI MA line (smoothed) //--- Plot 1: RSI MA line (smoothed)
#property indicator_label1 "HA_RSIMA" #property indicator_label1 "HA_RSIMA"
@@ -34,62 +39,54 @@
#property indicator_style2 STYLE_SOLID #property indicator_style2 STYLE_SOLID
#property indicator_width2 1 #property indicator_width2 1
//--- Input parameters //--- Input Parameters ---
input int InpPeriodRSI = 14; // RSI Period input int InpPeriodRSI = 14; // RSI Period
input int InpPeriodMA = 14; // MA Period input int InpPeriodMA = 14; // MA Period
input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // MA Method input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // MA Method
//--- Indicator Buffers //--- Indicator Buffers ---
// Plotted buffers // Plotted buffers
double BufferHARSI_MA[]; // Smoothed Heiken Ashi RSI double BufferHARSI_MA[]; // Smoothed Heiken Ashi RSI
double BufferHARSI[]; // Raw Heiken Ashi RSI double BufferHARSI[]; // Raw Heiken Ashi RSI
// Calculation buffers // Calculation buffers
double BufferPos[]; // For RSI calculation (average gain) double BufferPos[]; // For RSI calculation (average gain)
double BufferNeg[]; // For RSI calculation (average loss) double BufferNeg[]; // For RSI calculation (average loss)
double BufferHAClose[]; // To store Heiken Ashi Close prices
//--- Global variables //--- Global Objects and Variables ---
int ExtPeriodRSI; int ExtPeriodRSI;
int ExtPeriodMA; int ExtPeriodMA;
CHA_Calculator g_ha_calculator; // Global instance of our Heiken Ashi calculator
//--- Include for MA calculations
#include <MovingAverages.mqh>
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator initialization function | //| Custom indicator initialization function. |
//| Called once when the indicator is first loaded. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
//--- Validate inputs //--- Validate and store input periods
ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI; ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA; ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
//--- Indicator buffers mapping //--- Map the buffers to the indicator's internal memory
SetIndexBuffer(0, BufferHARSI_MA, INDICATOR_DATA); SetIndexBuffer(0, BufferHARSI_MA, INDICATOR_DATA);
SetIndexBuffer(1, BufferHARSI, INDICATOR_DATA); SetIndexBuffer(1, BufferHARSI, INDICATOR_DATA);
SetIndexBuffer(2, BufferPos, INDICATOR_CALCULATIONS); SetIndexBuffer(2, BufferPos, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufferNeg, INDICATOR_CALCULATIONS); SetIndexBuffer(3, BufferNeg, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufferHAClose, INDICATOR_CALCULATIONS);
//--- Set accuracy //--- Set indicator properties
IndicatorSetInteger(INDICATOR_DIGITS, 2); IndicatorSetInteger(INDICATOR_DIGITS, 2);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodRSI + ExtPeriodMA - 1);
//--- Set drawing start positions
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodRSI + ExtPeriodMA);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtPeriodRSI); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtPeriodRSI);
//--- Set labels for DataWindow
PlotIndexSetString(0, PLOT_LABEL, "HA_RSIMA"); PlotIndexSetString(0, PLOT_LABEL, "HA_RSIMA");
PlotIndexSetString(1, PLOT_LABEL, "HA_RSI"); PlotIndexSetString(1, PLOT_LABEL, "HA_RSI");
//--- Set indicator short name
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_RSI(%d, %d)", ExtPeriodRSI, ExtPeriodMA)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_RSI(%d, %d)", ExtPeriodRSI, ExtPeriodMA));
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator calculation function | //| Custom indicator calculation function. |
//| Called on every new tick or new bar. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, int OnCalculate(const int rates_total,
const int prev_calculated, const int prev_calculated,
@@ -102,48 +99,28 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
//--- Check if there is enough data //--- Check if there is enough historical data
if(rates_total < ExtPeriodRSI) if(rates_total < ExtPeriodRSI)
return(0); return(0);
//====== STEP 1: CALCULATE HEIKEN ASHI BARS ====== //--- STEP 1: Calculate Heiken Ashi bars using our toolkit
double ha_open, ha_close; if(!g_ha_calculator.Calculate(rates_total, prev_calculated, open, high, low, close))
// Calculate the very first HA bar
ha_open = (open[0] + close[0]) / 2.0;
ha_close = (open[0] + high[0] + low[0] + close[0]) / 4.0;
BufferHAClose[0] = ha_close;
// Loop to calculate all HA bars
for(int i = 1; i < rates_total; i++)
{ {
// Previous HA values are needed Print("Heiken Ashi calculation failed.");
double prev_ha_open = ha_open; return(0);
double prev_ha_close = ha_close;
// Calculate current HA values
ha_close = (open[i] + high[i] + low[i] + close[i]) / 4.0;
ha_open = (prev_ha_open + prev_ha_close) / 2.0;
// We only need the HA Close for RSI, so we store it in our buffer
BufferHAClose[i] = ha_close;
} }
//====== STEP 2: CALCULATE RSI BASED ON HEIKEN ASHI CLOSE PRICES ====== //--- STEP 2: Calculate RSI based on the Heiken Ashi Close prices
// This part is adapted from the standard RSI indicator code
int start_pos; int start_pos;
if(prev_calculated > 0) if(prev_calculated > 0)
start_pos = prev_calculated - 1; start_pos = prev_calculated - 1;
else else
start_pos = 0; start_pos = 0;
// --- First-time calculation setup --- //--- First-time calculation setup
if(start_pos == 0) if(start_pos == 0)
{ {
double sum_pos = 0.0; double sum_pos = 0.0, sum_neg = 0.0;
double sum_neg = 0.0;
// Initialize first period values to zero // Initialize first period values to zero
for(int i = 0; i < ExtPeriodRSI; i++) for(int i = 0; i < ExtPeriodRSI; i++)
{ {
@@ -151,32 +128,30 @@ int OnCalculate(const int rates_total,
BufferPos[i] = 0.0; BufferPos[i] = 0.0;
BufferNeg[i] = 0.0; BufferNeg[i] = 0.0;
} }
// Calculate initial sums for the first visible RSI value // Calculate initial sums for the first visible RSI value
for(int i = 1; i <= ExtPeriodRSI; i++) for(int i = 1; i <= ExtPeriodRSI; i++)
{ {
double diff = BufferHAClose[i] - BufferHAClose[i-1]; // Use the HA Close from our calculator object
double diff = g_ha_calculator.ha_close[i] - g_ha_calculator.ha_close[i-1];
sum_pos += (diff > 0 ? diff : 0); sum_pos += (diff > 0 ? diff : 0);
sum_neg += (diff < 0 ? -diff : 0); sum_neg += (diff < 0 ? -diff : 0);
} }
// Calculate first visible value // Calculate first visible value
BufferPos[ExtPeriodRSI] = sum_pos / ExtPeriodRSI; BufferPos[ExtPeriodRSI] = sum_pos / ExtPeriodRSI;
BufferNeg[ExtPeriodRSI] = sum_neg / ExtPeriodRSI; BufferNeg[ExtPeriodRSI] = sum_neg / ExtPeriodRSI;
if(BufferNeg[ExtPeriodRSI] != 0.0) if(BufferNeg[ExtPeriodRSI] != 0.0)
BufferHARSI[ExtPeriodRSI] = 100.0 - (100.0 / (1.0 + BufferPos[ExtPeriodRSI] / BufferNeg[ExtPeriodRSI])); BufferHARSI[ExtPeriodRSI] = 100.0 - (100.0 / (1.0 + BufferPos[ExtPeriodRSI] / BufferNeg[ExtPeriodRSI]));
else else
BufferHARSI[ExtPeriodRSI] = (BufferPos[ExtPeriodRSI] != 0.0) ? 100.0 : 50.0; BufferHARSI[ExtPeriodRSI] = (BufferPos[ExtPeriodRSI] != 0.0) ? 100.0 : 50.0;
// Set the starting position for the main loop // Set the starting position for the main loop
start_pos = ExtPeriodRSI + 1; start_pos = ExtPeriodRSI + 1;
} }
// --- Main RSI calculation loop --- //--- Main RSI calculation loop
for(int i = start_pos; i < rates_total; i++) for(int i = start_pos; i < rates_total; i++)
{ {
double diff = BufferHAClose[i] - BufferHAClose[i-1]; // Use the HA Close from our calculator object
double diff = g_ha_calculator.ha_close[i] - g_ha_calculator.ha_close[i-1];
BufferPos[i] = (BufferPos[i-1] * (ExtPeriodRSI - 1) + (diff > 0.0 ? diff : 0.0)) / ExtPeriodRSI; BufferPos[i] = (BufferPos[i-1] * (ExtPeriodRSI - 1) + (diff > 0.0 ? diff : 0.0)) / ExtPeriodRSI;
BufferNeg[i] = (BufferNeg[i-1] * (ExtPeriodRSI - 1) + (diff < 0.0 ? -diff : 0.0)) / ExtPeriodRSI; BufferNeg[i] = (BufferNeg[i-1] * (ExtPeriodRSI - 1) + (diff < 0.0 ? -diff : 0.0)) / ExtPeriodRSI;
@@ -186,11 +161,9 @@ int OnCalculate(const int rates_total,
BufferHARSI[i] = (BufferPos[i] != 0.0) ? 100.0 : 50.0; BufferHARSI[i] = (BufferPos[i] != 0.0) ? 100.0 : 50.0;
} }
//====== STEP 3: CALCULATE MOVING AVERAGE ON THE HEIKEN ASHI RSI BUFFER ====== //--- STEP 3: Calculate Moving Average on the Heiken Ashi RSI buffer
// We use the robust manual loop from our final RSIMA indicator
if(rates_total < ExtPeriodRSI + ExtPeriodMA) if(rates_total < ExtPeriodRSI + ExtPeriodMA)
return(rates_total); // Not enough data for MA yet return(rates_total);
// Determine starting bar for MA calculation // Determine starting bar for MA calculation
if(prev_calculated > 0) if(prev_calculated > 0)
@@ -198,6 +171,9 @@ int OnCalculate(const int rates_total,
else else
start_pos = ExtPeriodRSI + ExtPeriodMA - 2; start_pos = ExtPeriodRSI + ExtPeriodMA - 2;
// The MA functions need non-timeseries arrays
ArraySetAsSeries(BufferHARSI, false);
// Loop through bars that need MA calculation // Loop through bars that need MA calculation
for(int i = start_pos; i < rates_total; i++) for(int i = start_pos; i < rates_total; i++)
{ {
@@ -206,7 +182,6 @@ int OnCalculate(const int rates_total,
BufferHARSI_MA[i] = EMPTY_VALUE; BufferHARSI_MA[i] = EMPTY_VALUE;
continue; continue;
} }
switch(InpMethodMA) switch(InpMethodMA)
{ {
case MODE_EMA: case MODE_EMA:
@@ -223,6 +198,8 @@ int OnCalculate(const int rates_total,
break; break;
} }
} }
// Restore timeseries property for the next call
ArraySetAsSeries(BufferHARSI, true);
return(rates_total); return(rates_total);
} }